Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 99.90%
May 31, 2024 99.90%
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.87%
October 31, 2023 99.87%
September 30, 2023 97.85%
August 31, 2023 97.85%
July 31, 2023 97.85%
June 30, 2023 97.85%
May 31, 2023 97.85%
April 30, 2023 97.85%
March 31, 2023 97.85%
February 28, 2023 97.85%
January 31, 2023 97.85%
December 31, 2022 97.85%
November 30, 2022 97.85%
October 31, 2022 97.85%
Date Value
September 30, 2022 97.85%
August 31, 2022 97.85%
July 31, 2022 97.85%
June 30, 2022 97.85%
May 31, 2022 97.85%
April 30, 2022 97.85%
March 31, 2022 97.85%
February 28, 2022 97.85%
January 31, 2022 97.85%
December 31, 2021 97.85%
November 30, 2021 98.43%
October 31, 2021 98.43%
September 30, 2021 98.43%
August 31, 2021 98.43%
July 31, 2021 98.43%
June 30, 2021 98.43%
May 31, 2021 98.43%
April 30, 2021 98.43%
March 31, 2021 98.43%
February 28, 2021 98.43%
January 31, 2021 98.43%
December 31, 2020 98.43%
November 30, 2020 98.43%
October 31, 2020 98.43%
September 30, 2020 98.43%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

97.85%
Minimum
Dec 2021
100.00%
Maximum
Jul 2024
98.54%
Average
98.43%
Median
Nov 2019